Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift
Abstract
We study stochastic differential equations with additive noise and distributional drift on or and . We work in a scaling-supercritical regime using energy solutions and recent ideas for generators of singular stochastic partial differential equations. We mainly focus on divergence-free drift, but allow for scaling-critical non-divergence free perturbations. In the time-dependent divergence-free case we roughly speaking prove weak well-posedness of energy solutions with initial law for drift with and . For time-independent we show weak well-posedness of energy solutions with initial law under certain structural assumptions on which allow local singularities such that , meaning that for any in sufficiently high dimension there exists such that weak well-posedness holds for energy solutions with drift .
Keywords
Cite
@article{arxiv.2407.09046,
title = {Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift},
author = {Lukas Gräfner and Nicolas Perkowski},
journal= {arXiv preprint arXiv:2407.09046},
year = {2024}
}
Comments
44 pages